Student Support Forum: 'second order PDE, NDSolve' topicStudent Support Forum > General > "second order PDE, NDSolve" |
Please help me!!!
i'm a finance studend and i'm using mathematica for my Msc thesis. I've to solve a pretty difficult PDE numerically, It's taken from "Dynamic Nonmyopic portfolio behavior" by Kim and Omberg. Autors give a closed form solution, i plotted it and it matches (graphically) with the numerical output of NDsolve. However changing some parameters and allowing for explosive dymanics NDsolve goes mad! the 2 plots are now completely different! is it possible the NDsolve is not able to detect "strange" solution to second order PDE!? have someone ever heard about this paper!?